7 citations · 7 across the 3 of their papers we have counts for
3 papers · 1 filter
Inference for Non-Stationary Heavy Tailed Time Series
Fumiya Akashi, Konstantinos Fokianos, Junichi Hirukawa
We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a…
Change point detection in autoregressive models with no moment assumptions
Fumiya Akashi, Holger Dette, Yan Liu
In this paper we consider the problem of detecting a change in the parameters of an autoregressive process, where the moments of the innovation process do not necessarily exist. An…
An empirical likelihood approach for symmetric -stable processes
Fumiya Akashi, Yan Liu, Masanobu Taniguchi
Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown qua…